Maxima of stationary Gaussian processes

Author:

Pickands James

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference19 articles.

1. Belayev, Yu. K.: Continuity and holders conditions for sample functions of stationary Gaussian processes. Proc. fourth Berkeley Symposium math. Statistics. Probability, Vol. II, 23?33 (1961).

2. Berman, S. M.: Equally correlated random variables. Sankhya A. 24, 155?156 (1962).

3. ?: Limit theorems for the maximum term in stationary sequences. Ann. math. Statistics 35, 502?516 (1964).

4. Chybisov, D. M.: Remarks on the work of N. V. Smirnov ?Limiting distribution laws for the terms of a variational series?. Theor. Probab. Appl. 7, 357?358 (1962).

5. Cramèr, H.: Mathematical methods of statistics. Princeton: University Press 1951.

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